ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-08 |
-0-02 |
-0.1% |
117-13 |
| High |
119-04 |
118-15 |
-0-21 |
-0.6% |
119-03 |
| Low |
118-06 |
117-20 |
-0-18 |
-0.5% |
116-24 |
| Close |
118-11 |
118-05 |
-0-06 |
-0.2% |
118-27 |
| Range |
0-30 |
0-27 |
-0-03 |
-10.0% |
2-11 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.4% |
0-00 |
| Volume |
210,760 |
273,479 |
62,719 |
29.8% |
935,288 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
120-07 |
118-20 |
|
| R3 |
119-25 |
119-12 |
118-12 |
|
| R2 |
118-30 |
118-30 |
118-10 |
|
| R1 |
118-17 |
118-17 |
118-07 |
118-10 |
| PP |
118-03 |
118-03 |
118-03 |
117-31 |
| S1 |
117-22 |
117-22 |
118-03 |
117-15 |
| S2 |
117-08 |
117-08 |
118-00 |
|
| S3 |
116-13 |
116-27 |
117-30 |
|
| S4 |
115-18 |
116-00 |
117-22 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-13 |
120-04 |
|
| R3 |
122-29 |
122-02 |
119-16 |
|
| R2 |
120-18 |
120-18 |
119-09 |
|
| R1 |
119-23 |
119-23 |
119-02 |
120-04 |
| PP |
118-07 |
118-07 |
118-07 |
118-14 |
| S1 |
117-12 |
117-12 |
118-20 |
117-26 |
| S2 |
115-28 |
115-28 |
118-13 |
|
| S3 |
113-17 |
115-01 |
118-06 |
|
| S4 |
111-06 |
112-22 |
117-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-06 |
117-20 |
1-18 |
1.3% |
0-26 |
0.7% |
34% |
False |
True |
246,138 |
| 10 |
119-06 |
115-24 |
3-14 |
2.9% |
0-31 |
0.8% |
70% |
False |
False |
237,213 |
| 20 |
119-06 |
114-16 |
4-22 |
4.0% |
1-00 |
0.9% |
78% |
False |
False |
215,445 |
| 40 |
122-21 |
114-16 |
8-05 |
6.9% |
1-02 |
0.9% |
45% |
False |
False |
206,619 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
43% |
False |
False |
157,607 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
43% |
False |
False |
118,371 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
43% |
False |
False |
94,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
120-22 |
|
1.618 |
119-27 |
|
1.000 |
119-10 |
|
0.618 |
119-00 |
|
HIGH |
118-15 |
|
0.618 |
118-05 |
|
0.500 |
118-02 |
|
0.382 |
117-30 |
|
LOW |
117-20 |
|
0.618 |
117-03 |
|
1.000 |
116-25 |
|
1.618 |
116-08 |
|
2.618 |
115-13 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
118-13 |
| PP |
118-03 |
118-10 |
| S1 |
118-02 |
118-08 |
|